Gatsby running as a local file (index.html) without a server

Using the starter gatsby site, when I build it and load /public/index.html in chrome without running gatsby serve - none of the route links work. They point to the root of my drive - so <Link>'s look like this file://c:/page-2

I tried setting the pathPrefix in gatsby-config.js and ran a gatsby build --prefix-paths - but I can't get the route <Link>'s to be relative.

module.exports = {
  pathPrefix: `/`,
....

Any ideas? I know this is possible with create-react-app without a server - as long as you set "homepage": "./" in package.json and use HashRouter - but not sure how to achieve the same in Gatsby.